CIFR Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete CIFR options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around CIFR.

Latest Data: 2026-10-13 (EDT)

Max Pain Price

Exp: 2026-10-16

Gamma Flip

12.96

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.171

Shows put vs call positioning

IV Skew

-0.90

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.454(bearish). Bearish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions remain relatively smooth. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence

The support levels for CIFR are at 11.03, 10.57, and 7.67, while the resistance levels are at 11.65, 12.11, and 15.01. The pivot point, a key reference price for traders, is at 21.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 4.99% 1-day move.

The expected range for the next 3 days is 10.90 — 14.36 , corresponding to +26.60% / -3.89% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 16.37 (44.35% above spot).

Bearish positioning points to downside pressure toward 10.79 (4.81% below spot).

Options flow strength: 0.73 (0–1 scale). ATM Strike: 11.50, Call: 0.52, Put: 0.46, Straddle Cost: 0.98.

Price moves may extend once a direction forms. The short-term gamma flip is near 13.81 , with intermediate positioning around 12.96 . The mid-term gamma flip remains near 13.80.